-32.2%
CPRT vs IRM
+30.1%
-62.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.7% | -3.4% |
| 7D | +0.4% | +1.6% | -1.2% | +0.4% |
| 30D | +9.9% | -4.2% | +14.1% | +9.6% |
| 3M | +5.6% | -5.4% | +11.0% | +5.4% |
| 6M | -13.6% | +12.0% | -25.6% | -14.1% |
| YTD | -16.7% | +42.0% | -58.8% | -18.0% |
| All | -32.2% | +30.1% | -62.3% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IRM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling